+219.9%
CTVA vs ITUB
+101.3%
+118.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.5% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +11.1% | +2.6% | +8.5% | +10.1% |
| 3M | +13.2% | +8.4% | +4.8% | +10.0% |
| 6M | +8.7% | -0.5% | +9.3% | +7.8% |
| YTD | +27.3% | +15.3% | +12.0% | +20.0% |
| 1Y | +18.0% | +28.7% | -10.7% | +7.0% |
| 3Y | +76.5% | +118.7% | -42.2% | +32.5% |
| 5Y | +105.1% | +182.7% | -77.6% | +34.7% |
| All | +219.9% | +101.3% | +118.6% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling